+1,123.8%
ORCL vs ITUB
+1,920.1%
-796.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +3.9% | +3.3% |
| 7D | +5.3% | +8.7% | -3.5% | +3.1% |
| 30D | +10.0% | -0.7% | +10.7% | +10.1% |
| 3M | -32.6% | +7.8% | -40.4% | -34.0% |
| 6M | +4.9% | -3.4% | +8.3% | +5.3% |
| YTD | -17.8% | +16.3% | -34.0% | -21.4% |
| 1Y | -28.0% | +29.8% | -57.8% | -33.3% |
| 3Y | +36.0% | +111.1% | -75.1% | +10.2% |
| 5Y | +88.7% | +173.6% | -84.8% | +38.5% |
| 10Y | +346.9% | +193.2% | +153.7% | +190.9% |
| All | +1,123.8% | +1,920.1% | -796.2% | +295.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ITUB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling